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Multivariate Archimax copulas
Charpentier, A., Fougères, A.-L., Genest, C., Nešlehová, J.G.Volume:
126
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2013.12.013
Date:
April, 2014
File:
PDF, 1.61 MB
english, 2014